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The day before Fauna Jackson disappeared without a trace into the rugged and mountainous wilderness of Grand Teton National Park, she posted a seemingly innocent message on Instagram.

"Last day in Wyoming is tomorrow!! I can't wait to be home and see everyone. Today I'm going to be blazing a trail, pretty siked (sic). I love you all a bunch and can't wait to see all of you soon!"

But 24-hours later, the 16-year-old disappeared during a bathroom break, and co-workers from Groundwork USA, who had been working with Jackson in the days prior on a conservation project within the park, filed a missing person's report.

"She said she needed to take a bathroom break and she went into the woods alone and didn't come back," Robin Corathers, executive director of Groundwork Cincinnati Mill Creek, told WLWT.

For the next two days, more than 100 searchers dropped everything to find the missing teen.

Ground crews, aerial patrols, dog teams, and road patrols all joined forces. Law enforcement rangers, maintenance workers, administrative professionals, naturalists, paramedics, dispatchers, couriers, vegetation crew members joined the US Forest Service, the FBI and the National Park Service to find the girl who disappeared into thin air. They even used infra-red imaging to detect heat sources on the ground.

Missing person posters emblazoned the area describing Ms Jackson's last known movements.

According to the report, Jackson was last seen wearing "a white hat, tan pants and long-sleeve green shirt that says 'Find Your Park' and 'Groundwork USA'."

The search for MISSING PERSON Fauna Jackson enters its second day. Please note we have a new number to call with...

But the description was to prove fruitless, because when Jackson was found, she looked completely different. And it's got everyone stumped.

According to a statement from the National Park Service, Jackson "changed her appearance by cutting and dying her hair, was wearing different clothes than when last seen, and when approached by law enforcement officials she fled".

Jackson was spotted just 4km away from her last sighting, near a popular tourist spot known as Snake River Outlook. She was uninjured, prompting officials to ask, what the hell happened? Why did she walk away? And why did she make such efforts to change her appearance?

Authorities haven't provided any explanation. Neither has Ms Jackson herself. Did she want to disappear?

Despite the National Park Service confirming the incident was "under investigation".

According to Jackson's father, the teenager made no purchases on her debit card, nor did she make any calls. In fact, all activity ceased while she was gone.

"I know this is not something that she would do of her own accord." Jackson's math teacher, Chad Vahue, told WLWT.

Yet in another mysterious twist, Jackson posted a photo of a skull atop a book titled A Lesson Before Dying, a week before her disappearance.

"Can't wait to go to Wyoming, it's gonna be a real blast," she wrote, in reference to her upcoming visit to the park.

Jackson was just one of three teens selected to make the big nine-day trip after she impressed Groundwork USA, a national "green" organisation, with her volunteering work.

"She did great work. She loved working outside, and demonstrated leadership potential. This was unexpected and there was no warning," Robin Corathers, executive director of Groundwork Cincinnati, told AAP.